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Related papers: Diagonally-Dominant Principal Component Analysis

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Many studies of neural activity in behaving animals aim to discover interpretable low-dimensional structure in large-scale neural population recordings. One approach to this problem is demixed principal component analysis (dPCA), a…

Neurons and Cognition · Quantitative Biology 2019-12-11 Kenneth W. Latimer

We explore the physical implications of applying principal component analysis (PCA) to translationally invariant classical systems defined on a $d$-dimensional hypercubic lattice. Using Rayleigh-Schr\"odinger perturbation theory, we…

Statistical Mechanics · Physics 2025-04-08 Su-Chan Park

We present a novel approach for adaptive, differentiable parameterization of large-scale random fields. If the approach is coupled with any gradient-based optimization algorithm, it can be applied to a variety of optimization problems,…

Machine Learning · Computer Science 2020-06-09 Maksim Elizarev , Andrei Mukhin , Aleksey Khlyupin

Principal component analysis (PCA) is one of the most widely used dimension reduction and multivariate statistical techniques. From a probabilistic perspective, PCA seeks a low-dimensional representation of data in the presence of…

Machine Learning · Computer Science 2021-01-06 Chihao Zhang , Kuo Gai , Shihua Zhang

We introduce Adaptive Subspace PCA (AS-PCA), a framework for principal component analysis of random elements in a general separable Hilbert space. AS-PCA projects the covariance operator onto a data-adaptive finite-dimensional subspace…

Statistics Theory · Mathematics 2026-03-24 Xinyi Li , Margaret Hoch , Michael R. Kosorok

Principal Subspace Analysis (PSA) -- and its sibling, Principal Component Analysis (PCA) -- is one of the most popular approaches for dimensionality reduction in signal processing and machine learning. But centralized PSA/PCA solutions are…

Machine Learning · Computer Science 2021-11-25 Arpita Gang , Bingqing Xiang , Waheed U. Bajwa

Designing and modifying complex hull forms for optimal vessel performances have been a major challenge for naval architects. In the present study, Principal Component Analysis (PCA) is introduced to compress the geometric representation of…

Machine Learning · Statistics 2018-10-30 Dongchi Yu , Lu Wang

Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original…

Mathematical Software · Computer Science 2013-12-24 W. Liu , H. Zhang , D. Tao , Y. Wang , K. Lu

Many applications, such as photon-limited imaging and genomics, involve large datasets with noisy entries from exponential family distributions. It is of interest to estimate the covariance structure and principal components of the…

Methodology · Statistics 2017-03-08 Lydia T. Liu , Edgar Dobriban , Amit Singer

Over the years, Principal Component Analysis (PCA) has served as the baseline approach for dimensionality reduction in gene expression data analysis. It primary objective is to identify a subset of disease-causing genes from a vast pool of…

Algebraic Topology · Mathematics 2023-06-13 Sean Cottrell , Rui Wang , Guowei Wei

Principal component analysis (PCA) defines a reduced space described by PC axes for a given multidimensional-data sequence to capture the variations of the data. In practice, we need multiple data sequences that accurately obey individual…

Methodology · Statistics 2021-04-19 Ikuo Fukuda , Kei Moritsugu

Complexity is often exhibited in dynamical systems, where certain parameters evolve with time in a strange and chaotic nature. These systems lack predictability and are common in the physical world. Dissipative systems are one of such…

We study a distributed Principal Component Analysis (PCA) framework where each worker targets a distinct eigenvector and refines its solution by updating from intermediate solutions provided by peers deemed as "superior". Drawing intuition…

Machine Learning · Computer Science 2025-02-27 Fangshuo Liao , Wenyi Su , Anastasios Kyrillidis

Efficient representations of data are essential for processing, exploration, and human understanding, and Principal Component Analysis (PCA) is one of the most common dimensionality reduction techniques used for the analysis of large,…

Computation · Statistics 2023-11-06 Olga Dorabiala , Aleksandr Aravkin , J. Nathan Kutz

Principal Component Analysis (PCA) is a highly useful topic within an introductory Linear Algebra course, especially since it can be used to incorporate a number of applied projects. This method represents an essential application and…

History and Overview · Mathematics 2016-04-19 Stephen Pankavich , Rebecca Swanson

Principal component analysis (PCA) is a most frequently used statistical tool in almost all branches of data science. However, like many other statistical tools, there is sometimes the risk of misuse or even abuse. In this paper, we…

Methodology · Statistics 2021-08-12 Xinyu Zhang , Howell Tong

Principal component analysis (PCA) is a commonly used pattern analysis method that maps high-dimensional data into a lower-dimensional space maximizing the data variance, that results in the promotion of separability of data. Inspired by…

Signal Processing · Electrical Eng. & Systems 2022-06-20 Xiaoqiang Hua , Yusuke Ono , Linyu Peng , Yuting Xu

The literature provides strong evidence that stock prices can be predicted from past price data. Principal component analysis (PCA) is a widely used mathematical technique for dimensionality reduction and analysis of data by identifying a…

Mathematical Finance · Quantitative Finance 2018-03-15 Mahsa Ghorbani , Edwin K. P. Chong

A representative model in integrative analysis of two high-dimensional correlated datasets is to decompose each data matrix into a low-rank common matrix generated by latent factors shared across datasets, a low-rank distinctive matrix…

Machine Learning · Statistics 2022-04-06 Hai Shu , Zhe Qu

Sparse PCA is a widely used technique for high-dimensional data analysis. In this paper, we propose a new method called low-rank principal eigenmatrix analysis. Different from sparse PCA, the dominant eigenvectors are allowed to be dense…

Machine Learning · Statistics 2019-04-30 Krishna Balasubramanian , Elynn Y. Chen , Jianqing Fan , Xiang Wu